+580.4%
LITE vs CVS
+12.2%
+568.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +22.6% | +10.4% | +12.2% | +20.3% |
| 30D | -36.8% | +3.3% | -40.1% | -37.2% |
| 3M | -33.0% | -4.5% | -28.5% | -32.7% |
| 6M | -37.1% | -4.4% | -32.7% | -36.9% |
| YTD | +69.5% | +16.6% | +52.9% | +60.8% |
| 1Y | +146.1% | +15.3% | +130.8% | +134.4% |
| 3Y | +1,440.8% | +48.6% | +1,392.3% | +1,267.4% |
| 5Y | +580.4% | +12.9% | +567.6% | +545.3% |
| All | +580.4% | +12.2% | +568.2% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling